000			02146nam a22003257a 4500
001			sulb-eb0016601
003			BD-SySUS
005			20160405140615.0
008			110110s2011||||enk o ||1 0|eng|d
020			_a9780511997044 (ebook)
020			_z9781107008007 (hardback)
040			_aUkCbUP _beng _erda _cUkCbUP _dBD-SySUS.
050	0	0	_aQA274.2 _b.B375 2011
082	0	0	_a519.2/32 _223
100	1		_aBass, Richard F., _eauthor.
245	1	0	_aStochastic Processes / _cRichard F. Bass.
264		1	_aCambridge : _bCambridge University Press, _c2011.
300			_a1 online resource (408 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	0		_aCambridge Series in Statistical and Probabilistic Mathematics ; _v33
500			_aTitle from publisher's bibliographic system (viewed on 04 Apr 2016).
520			_aThis comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black–Scholes formula for the pricing of derivatives in financial mathematics, the Kalman–Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature.
650		0	_aStochastic analysis
776	0	8	_iPrint version: _z9781107008007
830		0	_aCambridge Series in Statistical and Probabilistic Mathematics ; _v33.
856	4	0	_uhttp://dx.doi.org/10.1017/CBO9780511997044
942			_2Dewey Decimal Classification _ceBooks
999			_c38039 _d38039